Entropy and Information jump for log-concave vectors
We extend the result of Ball and Nguyen on the jump of entropy under convolution for logconcave random vectors. We show that the result holds for any pair of vectors (not necessarily identically distributed) and that a similar inequality holds for the Fisher information, thus providing a quantitativ...
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| Main Author: | |
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| Format: | Journal Article |
| Language: | English |
| Published: |
04-11-2021
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| Subjects: | |
| Online Access: | Get full text |
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| Summary: | We extend the result of Ball and Nguyen on the jump of entropy under
convolution for logconcave random vectors. We show that the result holds for
any pair of vectors (not necessarily identically distributed) and that a
similar inequality holds for the Fisher information, thus providing a
quantitative Blachmann-Stam inequality |
|---|---|
| DOI: | 10.48550/arxiv.2111.03130 |